Publikationer
Credit Default Swaps and Equity Prices: The Itraxx CDS Index Market
Avdelning/ar:
Publiceringsår: 2005
Språk: Engelska
Publikation/Tidskrift/Serie: Working Papers, Department of Economics, Lund University
Nummer: 24
Fulltext:
Dokumenttyp: Working paper
Förlag: Department of Economics, Lund University
Sammanfattning
Disputation
Nyckelord
- Business and Economics
- credit default swap index
- stock market index
- stock return volatility
Övrigt
Published
